I looked into PC oscilloscopes for a while, but they aren't necessarily all that cheap, especially from Pico, who looked like they had the best. Once you get close to purchasing, you'll find that the list price for each model is for the cheapest, lowest bandwidth version, but the specs for that model are for the most expensive, highest bandwidth version.
I got the BK Precision 2530 for ~$500 - this is not a good oscilloscope by any measure, but I think it's okay for the money. The second channel doesn't seem to be very stable when used by itself, the PC connection barely works (usually doesn't work at all, when it does work it's pretty cruddy), and a couple times I was getting strange results, and restarted the unit to fix it (which worked....). It is cheap, though, and for just about everything I do, it's good enough. It's 25MHz, which is less than I wanted, but again, it's good enough.
I would agree with most posters - check e-bay and see if the economy shakes out some nice scopes.